Kaufman AMA Parameter Report (4h)

Generiert: 2025-12-31 11:52:38 CET

ETH/EUR – Long gespeicherte Parameter: Length=20, SlowLength=50.0, ATRStop=None, MinHold=2d

SUI/EUR – Short gespeicherte Parameter: Length=30, SlowLength=40.0, ATRStop=None, MinHold=2d

LUNC/USDT – Short gespeicherte Parameter: Length=20, SlowLength=40.0, ATRStop=None, MinHold=2d

Trade-Liste ETH/EUR (Long gespeicherte Parameter, MinHold=2d)

Zeit Entry ExitZeit ExitPreis Stake Fees ExitReason PnL (USD) Equity Direction MinHoldDays MaxHoldBars BarsHeld
2025-10-07 09:00:00+02:00 4005.445068 2025-10-11 14:00:00+02:00 3289.798340 2000.000000 4.000000 Trend flip -361.336933 15638.663067 Long 2 0 101
2025-10-13 08:00:00+02:00 3594.865479 2025-10-15 13:00:00+02:00 3530.977295 1954.832883 3.909666 Trend flip -38.651083 15600.011984 Long 2 0 53
2025-10-16 12:00:00+02:00 3475.930420 2025-10-20 02:00:00+02:00 3380.597412 1950.001498 3.900003 Trend flip -57.381945 15542.630039 Long 2 0 86
2025-10-20 04:00:00+02:00 3393.430664 2025-10-23 21:00:00+02:00 3324.574951 1942.828755 3.885658 Trend flip -43.307373 15499.322666 Long 2 0 89
2025-10-27 17:00:00+01:00 3621.180420 2025-10-31 06:00:00+01:00 3327.260986 1937.415333 3.874831 Trend flip -161.128530 15338.194136 Long 2 0 74
2025-11-10 10:00:00+01:00 3131.035645 2025-11-12 16:00:00+01:00 2950.831787 1917.274267 3.834549 Trend flip -114.181494 15224.012642 Long 2 0 54
2025-11-27 16:00:00+01:00 2597.567383 2025-12-01 00:00:00+01:00 2579.013672 1903.001580 3.806003 Trend flip -17.398621 15206.614021 Long 2 0 60
2025-12-04 10:00:00+01:00 2741.591553 2025-12-06 16:00:00+01:00 2613.281982 1900.826753 3.801654 Trend flip -92.762485 15113.851536 Long 2 0 54
2025-12-11 19:00:00+01:00 2722.895508 2025-12-13 21:00:00+01:00 2645.866455 1889.231442 3.778463 Trend flip -57.223668 15056.627868 Long 2 0 50
2025-12-20 02:00:00+01:00 2540.212646 2025-12-22 20:00:00+01:00 2530.815674 1882.078483 3.764157 Trend flip -10.726503 15045.901365 Long 2 0 66
2025-12-23 01:00:00+01:00 2571.824951 2025-12-25 17:00:00+01:00 2503.521484 1880.737671 3.761475 Trend flip -53.710794 14992.190571 Long 2 0 64

Trade-Liste SUI/EUR (Short gespeicherte Parameter, MinHold=2d)

Zeit Entry ExitZeit ExitPreis Stake Fees ExitReason PnL (USD) Equity Direction MinHoldDays MaxHoldBars BarsHeld
2025-10-05 19:00:00+02:00 3.569917 2025-10-08 19:00:00+02:00 3.561780 2000.000000 4.000000 Trend flip 0.558242 16000.558242 Short 2 0 72
2025-10-09 04:00:00+02:00 3.446768 2025-10-12 16:00:00+02:00 2.617896 2000.069780 4.000140 Trend flip 476.972549 16477.530791 Short 2 0 84
2025-10-14 19:00:00+02:00 2.842157 2025-10-18 03:00:00+02:00 2.476682 2059.691349 4.119383 Trend flip 260.737895 16738.268686 Short 2 0 80
2025-10-18 04:00:00+02:00 2.443226 2025-10-20 04:00:00+02:00 2.566997 2092.283586 4.184567 Trend flip -110.177196 16628.091490 Short 2 0 48
2025-10-22 00:00:00+02:00 2.526437 2025-10-24 02:00:00+02:00 2.437045 2078.511436 4.157023 Trend flip 69.386348 16697.477838 Short 2 0 50
2025-10-24 03:00:00+02:00 2.423011 2025-10-27 11:00:00+01:00 2.627923 2087.184730 4.174369 Trend flip -180.686203 16516.791635 Short 2 0 81
2025-10-29 14:00:00+01:00 2.533775 2025-10-31 14:00:00+01:00 2.378466 2064.598954 4.129198 Trend flip 122.421593 16639.213229 Short 2 0 48
2025-10-31 17:00:00+01:00 2.314516 2025-11-03 00:00:00+01:00 2.358968 2079.901654 4.159803 Trend flip -44.105602 16595.107627 Short 2 0 55
2025-11-03 01:00:00+01:00 2.321619 2025-11-05 12:00:00+01:00 2.052262 2074.388453 4.148777 Trend flip 236.524633 16831.632260 Short 2 0 59
2025-11-05 15:00:00+01:00 2.035889 2025-11-07 16:00:00+01:00 2.062381 2103.954032 4.207908 Trend flip -31.585731 16800.046529 Short 2 0 49
2025-11-12 15:00:00+01:00 2.045218 2025-11-17 11:00:00+01:00 1.725349 2100.005816 4.200012 Trend flip 324.238177 17124.284705 Short 2 0 116
2025-11-17 12:00:00+01:00 1.721885 2025-11-20 13:00:00+01:00 1.652533 2140.535588 4.281071 Trend flip 81.932853 17206.217558 Short 2 0 73
2025-11-20 14:00:00+01:00 1.633946 2025-11-23 03:00:00+01:00 1.386778 2150.777195 4.301554 Trend flip 321.047814 17527.265372 Short 2 0 61
2025-11-23 06:00:00+01:00 1.376031 2025-11-25 18:00:00+01:00 1.499065 2190.908172 4.381816 Trend flip -200.276399 17326.988973 Short 2 0 60
2025-12-02 08:00:00+01:00 1.347302 2025-12-04 16:00:00+01:00 1.695417 2165.873622 4.331747 Trend flip -563.948124 16763.040848 Short 2 0 56
2025-12-07 14:00:00+01:00 1.564541 2025-12-10 13:00:00+01:00 1.612891 2095.380106 4.190760 Trend flip -68.945746 16694.095103 Short 2 0 71
2025-12-13 10:00:00+01:00 1.601594 2025-12-16 11:00:00+01:00 1.495243 2086.761888 4.173524 Trend flip 134.393736 16828.488839 Short 2 0 73
2025-12-17 04:00:00+01:00 1.490032 2025-12-19 07:00:00+01:00 1.407595 2103.561105 4.207122 Trend flip 112.174014 16940.662853 Short 2 0 51
2025-12-21 02:00:00+01:00 1.443738 2025-12-23 21:00:00+01:00 1.445750 2117.582857 4.235166 Trend flip -7.185735 16933.477118 Short 2 0 67
2025-12-23 22:00:00+01:00 1.441031 2025-12-27 13:00:00+01:00 1.414761 2116.684640 4.233369 Trend flip 34.354362 16967.831480 Short 2 0 87

Trade-Liste LUNC/USDT (Short gespeicherte Parameter, MinHold=2d)

Zeit Entry ExitZeit ExitPreis Stake Fees ExitReason PnL (USD) Equity Direction MinHoldDays MaxHoldBars BarsHeld
2025-10-05 14:00:00+02:00 0.000056 2025-10-07 14:00:00+02:00 0.000056 2000.000000 4.000000 Trend flip 0.285869 16000.285869 Short 2 0.0 48.0
2025-10-07 15:00:00+02:00 0.000055 2025-10-10 00:00:00+02:00 0.000054 2000.035734 4.000071 Trend flip 53.088671 16053.374540 Short 2 0.0 57.0
2025-10-10 01:00:00+02:00 0.000054 2025-10-12 05:00:00+02:00 0.000038 2006.671818 4.013344 Trend flip 589.744139 16643.118680 Short 2 0.0 52.0
2025-10-17 21:00:00+02:00 0.000039 2025-10-21 09:00:00+02:00 0.000042 2080.389835 4.160780 Trend flip -159.735850 16483.382829 Short 2 0.0 84.0
2025-10-29 19:00:00+01:00 0.000045 2025-11-02 12:00:00+01:00 0.000044 2060.422854 4.120846 Trend flip 72.484255 16555.867085 Short 2 0.0 89.0
2025-11-02 15:00:00+01:00 0.000043 2025-11-07 06:00:00+01:00 0.000036 2069.483386 4.138967 Trend flip 309.790050 16865.657134 Short 2 0.0 111.0
2025-11-07 10:00:00+01:00 0.000036 2025-11-09 15:00:00+01:00 0.000038 2108.207142 4.216414 Trend flip -111.779840 16753.877294 Short 2 0.0 53.0
2025-11-12 16:00:00+01:00 0.000035 2025-11-14 16:00:00+01:00 0.000033 2094.234662 4.188469 Trend flip 125.437032 16879.314326 Short 2 0.0 48.0
2025-11-14 18:00:00+01:00 0.000033 2025-11-17 00:00:00+01:00 0.000032 2109.914291 4.219829 Trend flip 88.868488 16968.182814 Short 2 0.0 54.0
2025-11-17 18:00:00+01:00 0.000032 2025-11-20 08:00:00+01:00 0.000030 2121.022852 4.242046 Trend flip 89.464713 17057.647527 Short 2 0.0 62.0
2025-11-20 09:00:00+01:00 0.000030 2025-11-24 18:00:00+01:00 0.000028 2132.205941 4.264412 Trend flip 170.633016 17228.280544 Short 2 0.0 105.0
2025-11-25 08:00:00+01:00 0.000028 2025-11-28 09:00:00+01:00 0.000028 2153.535068 4.307070 Trend flip -57.051958 17171.228586 Short 2 0.0 73.0
2025-11-28 13:00:00+01:00 0.000028 2025-12-01 21:00:00+01:00 0.000026 2146.403573 4.292807 Trend flip 174.976897 17346.205483 Short 2 0.0 60.0
2025-12-07 00:00:00+01:00 0.000063 2025-12-09 08:00:00+01:00 0.000057 2168.275685 4.336551 Trend flip 201.732430 17547.937914 Short 2 0.0 56.0
2025-12-11 03:00:00+01:00 0.000060 2025-12-17 15:00:00+01:00 0.000041 2193.492239 4.386984 Trend flip 672.830421 18220.768334 Short 2 0.0 156.0
2025-12-18 15:00:00+01:00 0.000039 2025-12-20 17:00:00+01:00 0.000040 2277.596042 4.555192 Trend flip -83.000917 18137.767418 Short 2 0.0 50.0
2025-12-21 12:00:00+01:00 0.000040 2025-12-23 13:00:00+01:00 0.000039 2267.220927 4.534442 Trend flip 55.935520 18193.702937 Short 2 0.0 49.0
2025-12-23 15:00:00+01:00 0.000039 2025-12-26 02:00:00+01:00 0.000040 2274.212867 4.548426 Trend flip -65.767222 18127.935715 Short 2 0.0 59.0
2025-12-26 17:00:00+01:00 0.000040 2025-12-28 13:02:00+01:00 0.000041 2265.991964 4.531984 Final bar -61.390446 18066.545270 Short 2 NaN NaN

Parameter-Ranking je Symbol

Overall-Beste Parameter (Kaufman AMA 4h)

Symbol Direction Indicator IndicatorDisplay ParamA ParamB Length Phase Factor ATRStopMult ATRStopMultValue MinHoldDays MaxHoldBars TimeExit HTF FinalEquity Trades WinRate MaxDrawdown SlowLength AvgPnL ProfitFactor TradesCSV
ETH/EUR Long kama Kaufman AMA 20 50.0 20 NaN NaN None None 2 0 trend 4h 14992.190571 11 0.000000 646.472496 50.0 -91.619039 0.000000 report_html/kama_4h/trades_ETH_EUR_kama_best.csv
SUI/EUR Short kama Kaufman AMA 30 40.0 30 NaN NaN None None 2 5 5b 4h 16967.831480 20 0.600000 833.170270 40.0 48.391574 1.801908 report_html/kama_4h/trades_SUI_EUR_kama_best_short.csv
LUNC/USDT Short kama Kaufman AMA 20 40.0 20 NaN NaN None None 2 0 trend 4h 18066.545270 19 0.684211 159.735850 40.0 108.765541 4.835984 report_html/kama_4h/trades_LUNC_USDT_kama_best_short.csv